+920.1%
LOW vs ITOT
+879.4%
+40.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -2.6% | -2.0% | -0.6% | -0.5% |
| 30D | -11.1% | -2.0% | -9.2% | -9.3% |
| 3M | -8.5% | +4.5% | -13.1% | -12.7% |
| 6M | -20.8% | +12.6% | -33.5% | -30.2% |
| YTD | -17.2% | +12.0% | -29.2% | -26.6% |
| 1Y | -24.7% | +17.3% | -42.0% | -36.6% |
| 3Y | -9.7% | +75.2% | -85.0% | -50.8% |
| 5Y | +6.0% | +74.0% | -68.0% | -42.1% |
| 10Y | +230.5% | +298.6% | -68.2% | -23.4% |
| All | +920.1% | +879.4% | +40.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling